A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus

Proceedings of the National Academy of Sciences of the United States of America

Volumn 106, Issue 34, 2009, Pages 14189-14194

  Wan, Xiaoliang ^a   Rozovskii, Boris ^b   Karniadakis, George Em ^b  

^a PRINCETON UNIVERSITY   (United States)

^b BROWN UNIVERSITY   (United States)

Author keywords

SPDEs; Stochastic elliptic problem; Uncertainty quantification

Indexed keywords

ARTICLE; METHODOLOGY; NORMAL DISTRIBUTION; PRIORITY JOURNAL; STOCHASTIC MODEL; WHITE NOISE;

ALGORITHMS; COMPUTER SIMULATION; FINITE ELEMENT ANALYSIS; MODELS, STATISTICAL; STOCHASTIC PROCESSES;

EID: 70149104038     PISSN: 00278424     EISSN: 10916490     Source Type: Journal    
DOI: 10.1073/pnas.0902348106     Document Type: Article

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